+20.5%
DLY vs SPY
+166.9%
-146.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.7% |
| 7D | -0.7% | -0.8% | 0.0% | -0.5% |
| 30D | -2.5% | -1.1% | -1.4% | -2.2% |
| 3M | +1.5% | +3.9% | -2.4% | +0.2% |
| 6M | +1.5% | +13.6% | -12.1% | -2.9% |
| YTD | +0.8% | +12.7% | -11.8% | -3.3% |
| 1Y | -2.8% | +17.5% | -20.3% | -8.2% |
| 3Y | +24.2% | +76.9% | -52.7% | +1.7% |
| 5Y | +10.1% | +83.6% | -73.5% | -11.8% |
| All | +20.5% | +166.9% | -146.4% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling